Sounds like you wired it backwards. If you're leaving the switch on the right, you want the jumper to connect to the black on the dimmer (left). The red wire from the dimmer should connect to the black romex wire going out of the box (on the left). That black wire goes to your light. Before you actually make that connection, I'd suggest fully disconnecting the switch on the left, capping the jumper, turn power back on, and check the black romex wire on the left with your meter to make sure it is NOT hot. If that wire is dead, with the breaker turned on, then it is most likely the hot wire to your fixture and is the "switched" hot wire.